Mamba time series forecasting with uncertainty quantification

State space models, such as Mamba, have recently garnered attention in time series forecasting (TSF) due to their ability to capture sequence patterns. However, in electricity consumption benchmarks, Mamba forecasts exhibit a mean error of approximately 8%. Similarly, in traffic occupancy benchmarks...

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Bibliographic Details
Main Authors: Pedro Pessoa, Paul Campitelli, Douglas P Shepherd, S Banu Ozkan, Steve Pressé
Format: Article
Language:English
Published: IOP Publishing 2025-01-01
Series:Machine Learning: Science and Technology
Subjects:
Online Access:https://doi.org/10.1088/2632-2153/adec3b
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